Question
An investor invests 41% of his wealth in a risky asset with an expected rate of return of 0.12 and a variance of 0.04, and
An investor invests 41% of his wealth in a risky asset with an expected rate of return of 0.12 and a variance of 0.04, and the rest in a T-bill that pays a return of 0.05. His portfolio has a standard deviation of _________. (Please round your answer to the closest 3rd decimal place).
***Please explain how to get the Standard deviation of the risky asset i.e. 
= 
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Advances In Finance Investment And Banking Derivatives Regulation And Banking
Authors: Barry Schachter
1st Edition
0444820736, 9780444820730
